Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 61,012 CHF | 62,312 CHF | 100.00% | 100.00% |
12/07/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 60,895 CHF | 62,195 CHF | 100.00% | 100.00% |
11/07/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 130,000 | 130,000 | 129,919 | 129,919 | 58,142 CHF | 59,442 CHF | 100.00% | 100.00% |
10/07/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 130,000 | 130,000 | 131,477 | 131,477 | 55,435 CHF | 56,749 CHF | 100.00% | 100.00% |
09/07/2024 | 2.40% | 0.39 CHF | 0.40 CHF | 140,000 | 140,000 | 134,764 | 134,764 | 55,554 CHF | 56,902 CHF | 100.00% | 100.00% |
08/07/2024 | 2.02% | 0.46 CHF | 0.47 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 63,661 CHF | 64,961 CHF | 99.99% | 99.99% |
05/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 61,696 CHF | 62,996 CHF | 100.00% | 100.00% |
04/07/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 62,252 CHF | 63,552 CHF | 100.00% | 100.00% |
03/07/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 130,000 | 130,000 | 130,129 | 130,129 | 55,969 CHF | 57,270 CHF | 100.00% | 100.00% |
02/07/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 51,900 CHF | 53,300 CHF | 100.00% | 100.00% |